Tuesday, December 8, 2009

 

October Hedge Fund and CTA Performance

Hedge funds were slightly down in October even though nine of our eighteen hedge fund indices measured gains. The average return for the 2,631 hedge funds (ex. FoFs) that have so far reported an October return is -0.14%. The estimates for November, along with the number of funds reporting for each of our 18 sectors can be found at the link below. These indices are being continually updated as current returns for the underlying hedge funds are recorded into our system. As of this writing, 15 of 18 hedge fund sectors are showing positive returns for November.

Commodity Trading Advisor performance for October as measured by the Barclay CTA Index averaged -0.97%. November's estimate based on the performance of the Barclay BTOP50 Index is +1.96%.

Hedge Fund Indices Managed Futures Indices

From the December 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.

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